iShares S&P 500 Value ETF Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.66% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 1.53 | |
| 0.1652 | 31.00 | |
| 0.9714 | 653.72 | |
| -0.1432 | -35.14 |
Estimation Period:
May 29, 2000 to Feb 13, 2026
May 29, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares S&P 500 Value ETF Fund Analyses
Other EGARCH Analyses on ETFs